+26.4%
AGNC vs WCC
+224.0%
-197.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.2% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | -5.7% | -2.1% | -3.5% | -5.4% |
| 3M | +1.9% | +3.8% | -2.0% | +0.2% |
| 6M | +1.8% | +35.0% | -33.2% | -6.6% |
| YTD | +3.4% | +46.4% | -42.9% | -7.2% |
| 1Y | +13.6% | +63.0% | -49.4% | -1.4% |
| 3Y | +60.4% | +133.9% | -73.6% | +19.5% |
| All | +26.4% | +224.0% | -197.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling